Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605123.8975 | 650388.6868 | -45264.7893 | 37322.524 | 62991.0365 | -25668.5124 |
Total P&L (%) | 605.1239 | 650.3887 | -45.2648 | 37.3225 | 62.991 | -25.6685 |
Avg Daily Profit (%) | 0.2421 | 0.2602 | -0.0181 | 0.0127 | 0.0195 | -0.0119 |
Buy And Hold Return (%) | 216.2574 | 216.2574 | 216.2574 | 216.2574 | 216.2574 | 216.2574 |
Max Trade Drawdown | -136728 | -131031 | -93455 | -179141 | -156093 | -72739 |
Profit Factor | 1.3057 | 1.6018 | 0.9497 | 1.0249 | 1.0755 | 0.9613 |
Total Trades | 986 | 493 | 493 | 986 | 493 | 493 |
Winning Trades | 447 | 223 | 224 | 447 | 223 | 224 |
Losing Trades | 539 | 270 | 269 | 539 | 270 | 269 |
Profitability (%) | 45.3347 | 45.2333 | 45.4361 | 45.3347 | 45.2333 | 45.4361 |
Ratio Avg Win / Avg Loss | 1.5744 | 1.9394 | 1.1404 | 1.2359 | 1.3022 | 1.1544 |
Largest Winning Trade | 410933 | 410933 | 34709 | 111119 | 111119 | 52578 |
Largest Losing Trade | -36317 | -36317 | -35287 | -46522 | -46522 | -41953 |
Avg Bars in Trades | 14 | 17 | 12 | 14 | 17 | 12 |
Avg Bars in Winners | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Losers | 12 | 15 | 10 | 12 | 15 | 10 |
Bars Traded | 14737 | 8384 | 6353 | 14737 | 8384 | 6353 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373190 | 321290 | -578587 | -530752 | -469551 | -578587 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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